Re: [R] model selection with spg and AIC (or, convert list to fitted model object)

: Sunday, December 02, 2012 5:04 PM To: Ravi Varadhan Cc: Adam Zeilinger (zeil0...@umn.edu); r-help@r-project.org Subject: Re: [R] model selection with spg and AIC (or, convert list to fitted model object) Dear Ravi, Thank you so much for the help. I switched to using the optimx function but I

Re: [R] model selection with spg and AIC (or, convert list to fitted model object)

Adam Zeilinger umn.edu> writes: > > Dear R Help, > > I have two nested negative log-likelihood functions that I am optimizing > with the spg function [BB package]. I would like to perform model > selection on these two objective functions using AIC (and possibly > anova() too). However, th

Re: [R] model selection with spg and AIC (or, convert list to fitted model object)

Dear Ravi, Thank you so much for the help. I switched to using the optimx function but I continue to use the spg method (for the most part) because I found that only spg consistently converges give different datasets. I also decided to use AIC rather that a likelihood ratio test. I have a ne

[R] model selection with spg and AIC (or, convert list to fitted model object)

Adam, See the attached R code that solves your problem and beyond. One important issue is that you are enforcing constraints only indirectly. You need to make sure that P1, P2, and P3 (which are functions of original parameters and time) are all between 0 and 1. It is not enough to impose co

[R] model selection with spg and AIC (or, convert list to fitted model object)

Dear R Help, I have two nested negative log-likelihood functions that I am optimizing with the spg function [BB package]. I would like to perform model selection on these two objective functions using AIC (and possibly anova() too). However, the spg() function returns a list and I need a fi